Microencapsulated phase change materials (MEPCMs) have been widely used in many fields as thermal energy storage materials. This study reported a novel MEPCM with the functions of thermal energy storage, photothermal conversion, ultraviolet (UV) shielding, and superhydrophobicity, which was particularly suitable for intelligent textiles. The microcapsules based on ann-eicosane core and a CuO-doped polyurea shell with hierarchical structure were fabricated through a one-step interfacial polymerization. The morphology of the capsules and the hierarchical shell structure were identified through scanning and transmission electron microscopy. Thermal analysis indicated that the microcapsules had a high latent heat of 162.3 J/g and demonstrated a high thermal reliability. These microcapsules achieved a good photothermal conversion capability and can reduce UV radiation by approximately 30%. The water contact angle of the MEPCM was over 148 degrees and showed a good superhydrophobic property. Cotton fabric coated with the prepared MEPCM was investigated. Results showed that it achieved a high phase change enthalpy of 36.8 J/g, an effective thermoregulation capability, and a large contact angle of 141.6 degrees.